+585.7%
JPM vs PFG
+247.4%
+338.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.9% |
| 7D | -2.3% | -3.0% | +0.6% | -0.4% |
| 30D | -2.3% | +2.5% | -4.8% | -4.1% |
| 3M | +14.9% | +6.1% | +8.8% | +10.0% |
| 6M | +23.6% | +31.3% | -7.7% | +2.8% |
| YTD | +11.3% | +33.6% | -22.3% | -8.7% |
| 1Y | +19.9% | +48.5% | -28.6% | -8.7% |
| 3Y | +162.6% | +69.6% | +93.0% | +79.9% |
| 5Y | +154.6% | +111.5% | +43.2% | +46.4% |
| All | +585.7% | +247.4% | +338.3% | +157.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PFG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling